| Choice begin |
| Branch1 |
| calculationPeriodDatesReference | CalculationPeriodDatesReference | A pointer style reference to the associated calculation period dates component defined
elsewhere in the document.
| Calculation period dates reference. | | 1-1,
ncf | Conditionally filled element. This is to be included in case of payment dates being
referenced to calculation period dates. In other cases this is not supposed to be
used. (At the first stage the repository doesn't use relative dates).
|
| Branch2 |
| resetDatesReference | ResetDatesReference | A pointer style reference to the associated reset dates component defined elsewhere
in the document.
| Reset dates reference. | | 1-1,
ncf | Conditionally filled element. This is to be included in case of payment dates being
referenced to reset dates. In other cases this is not supposed to be used. (At the
first stage the repository doesn't use relative dates).
|
| Branch3 |
| valuationDatesReference | ValuationDatesReference | A pointer style reference to the associated valuation dates component defined elsewhere
in the document. Implemented for Brazilian-CDI Swaps where it will refer to the settlemementProvision/nonDeliverableSettlement/fxFixingDate
structure.
| Valuation dates reference. | | 1-1,
ncf | Conditionally filled element. This is to be included in case of payment dates being
referenced to valuation dates. In other cases this is not supposed to be used. (At
the first stage the repository doesn't use relative dates).
|
| Choice end |
| paymentFrequency | Frequency | The frequency at which regular payment dates occur. If the payment frequency is equal
to the frequency defined in the calculation period dates component then one calculation
period contributes to each payment amount. If the payment frequency is less frequent
than the frequency defined in the calculation period dates component then more than
one calculation period will contribute to the payment amount. A payment frequency
more frequent than the calculation period frequency or one that is not a multiple
of the calculation period frequency is invalid. If the payment frequency is of value
T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate
and the swap\swapStream\calculationPerioDates\terminationDate.
| Payment frequency. | Payment frequency. | 1-1,
mre | |
| firstPaymentDate | xsd:date | The first unadjusted payment date. This day may be subject to adjustment in accordance
with any business day convention specified in paymentDatesAdjustments. This element
must only be included if there is an initial stub. This date will normally correspond
to an unadjusted calculation period start or end date. This is true even if early
or delayed payment is specified to be applicable since the actual first payment date
will be the specified number of days before or after the applicable adjusted calculation
period start or end date with the resulting payment date then being adjusted in accordance
with any business day convention specified in paymentDatesAdjustments.
| First payment date. | | 0-1,
afr | |
| lastRegularPaymentDate | xsd:date | The last regular unadjusted payment date. This day may be subject to adjustment in
accordance with any business day convention specified in paymentDatesAdjustments.
This element must only be included if there is a final stub. All calculation periods
after this date contribute to the final payment. The final payment is made relative
to the final set of calculation periods or the final reset date as the case may be.
This date will normally correspond to an unadjusted calculation period start or end
date. This is true even if early or delayed payment is specified to be applicable
since the actual last regular payment date will be the specified number of days before
or after the applicable adjusted calculation period start or end date with the resulting
payment date then being adjusted in accordance with any business day convention specified
in paymentDatesAdjustments.
| Last regular payment date. | | 0-1,
afr | |
| payRelativeTo | PayRelativeToEnum | Specifies whether the payments occur relative to each adjusted calculation period
start date, adjusted calculation period end date or each reset date. The reset date
is applicable in the case of certain euro (former French Franc) floating rate indices.
Calculation period start date means relative to the start of the first calculation
period contributing to a given payment. Similarly, calculation period end date means
the end of the last calculation period contributing to a given payment.The valuation
date is applicable for Brazilian-CDI swaps.
| Date which payments are relative to. | | 0-1,
ncf | |
| paymentDaysOffset | Offset | If early payment or delayed payment is required, specifies the number of days offset
that the payment occurs relative to what would otherwise be the unadjusted payment
date. The offset can be specified in terms of either calendar or business days. Even
in the case of a calendar days offset, the resulting payment date, adjusted for the
specified calendar days offset, will still be adjusted in accordance with the specified
payment dates adjustments. This element should only be included if early or delayed
payment is applicable, i.e. if the periodMultiplier element value is not equal to
zero. An early payment would be indicated by a negative periodMultiplier element value
and a delayed payment (or payment lag) would be indicated by a positive periodMultiplier
element value.
| Early or delayed payments. | | 0-1,
ncf | |
| paymentDatesAdjustments | BusinessDayAdjustments | The business day convention to apply to each payment date if it would otherwise fall
on a day that is not a business day in the specified financial business centers.
| Payment dates adjustments. | | 0-1,
ncf | |
| @id | xsd:ID | | | | 1-1,
ncf | |